+622.4%
AJG vs CDW
+837.2%
-214.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.4% |
| 7D | -7.4% | -4.2% | -3.1% | -6.2% |
| 30D | -3.0% | +4.9% | -7.8% | -4.6% |
| 3M | +12.8% | +7.3% | +5.6% | +9.6% |
| 6M | +12.8% | +19.2% | -6.3% | +4.9% |
| YTD | -4.7% | +6.2% | -10.9% | -8.7% |
| 1Y | -17.2% | -14.0% | -3.2% | -15.9% |
| 3Y | +10.2% | -30.0% | +40.2% | +16.1% |
| 5Y | +76.9% | -23.6% | +100.5% | +77.7% |
| 10Y | +480.5% | +269.4% | +211.2% | +266.1% |
| All | +622.4% | +837.2% | -214.8% | +308.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CDW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling